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VISITING FACULTY (Part Time)

Education 

  • PhD, Cranfield School of Management, Cranfield University, UK (2012-2015)
  • Master of Research, Cranfield School of Management, Cranfield University, UK (2011-2012)
  • Master of Science, Durham University, UK, under Dean’s Scholarship (2007-2008)
  • Master in Business Administration, India 2004-2006
  • Bachelor of Engineering, India 1999-2003

Subjects Taught/Student Project Mentore

  • Fixed Income Securities

Academic experience

  • Vitising Faculty at S P Jain School of Global Management , Sydney, 2015 - Present
  • Academic Lead (Program Head - Accounting, Finance & Economics) University of Derby, UK, 2015 - Present
  • Visiting Faculty at Buckingham Business School, Buckingham University, UK, 2012 – Present
  • Manchester Business School, University of Manchester, 2012 - Present
  • Assistant to Course Co-ordinator at Cranfield School of Management, Cranfield University, 2012 - 2015

Referred Journal Publications: 

  • “What Drives Asymmetric Dependence Structure of Multi-Asset Return Comovements?”, International Review of Financial Analysis, Forthcoming (in press) 2016 (along with Prof. Poshakwale)
  • “Investor Behavior and Herding: evidence from The National Stock Exchange in India”, Journal of Emerging Market Finance, 13(2), 1-20, 2014 (along with Prof. Poshakwale)
  • “The Cult of Mathematical Modelling in Financial Markets: Was the Gaussian Copula to Blame for the Crisis?”, Economic Affairs, 34 (1), 2014

  • “The effects of OPEC conference announcements on oil prices”, European Journal of Economics, Finance and Administrative Science 60 (2013), 1-18.

     

Accepted Papers in Peer-Reviewed International Conferences: 

  • 2016 Commodity Markets Conference, 3-4th June 2016, Hannover, Germany “What Drives Asymmetric Dependence Structure of Gold and other Financial Asset Return Comovements?”
  • 23rd Annual Global Finance Conference in Fresno, California, USA, April 21-23 2016, ‘Forecasting Asymmetric Comovements of Multi-asset Returns during different Economic Regimes’
  • World Finance Conference 2015, 22-24 July, Buenos Aires, Argentina, “Determinants of Asymmetric Return Comovements of Gold and other Financial Assets”
  • International Conference of the Financial Engineering and Banking Society 2014, 21-23 June, University of Surrey, UK, “What drives Asset Return Comovements?”
  • International Congress of Mathematicians 2014, 13-21 August, Seoul “Probabilistic Prediction of Dependence Structure”
  • Multinational Financial Conference 2014, 4-5 April, Larnaca, Cyprus ‘What drives International Market Linkages?’
  • World Finance Conference 2012, 2-4July, Rio de Janeiro, ‘Hedging Effectiveness of Stock Index Futures contract in the Indian Derivative Markets’.
  • IEEE Computational Intelligence for Financial Engineering and Economics 2012, New York, ‘Iterative solvers for portfolio optimization’.
  • Annual International Conference on Accounting and Finance 2011, 23rd -24th May 2011, Singapore, “Hedging Effectiveness of Stock Index Futures contract in the Indian Derivative Markets”.
  • Annual International Conference on Qualitative and Quantitative Economics, 23rd -24th May 2011, Singapore, "Energy Economics: Programming Advection-Diffusion Equations”
  • Global Finance Conference 2011, "Explicit Time Discretization Programming Approach to Risk Modeling", Bangkok, Thailand, April 3-5, 2011.
  • International Conference on Banking and Finance Perspectives (ICBFP’2011), Famagusta,North Cyprus, April 13-15, 2011. “Examining Performance of Banks in India: Post Transition Period”
  • Indian Education Society’s International Finance Conference-2011, January 10, Mumbai, India , “Explicit Time Discretization Programming Approach To Risk Modeling”
  • 10th International Conference On Emerging Global Trends & Future Challenges in Economic Development, Accounting & Finance, Information & Communication Technology, Business and Management to be held at Jaipur (India), January 22 & 23, 2011), “Examining Performance of Banks in India: Post Transition Period”
  • 2nd IIMA International Conference on AdvancedData Analysis, Business Analytics and Intelligence(ICADABAI 2011), IIM Ahmedabad, 8th-9th January 2011, “Modelling of Surface Air Temperature and Pricing of Weather Derivatives”
  • The 15th Asian Technology Conference in Mathematics (ATCM 2010), December 17-21, University of Malaya, Kuala Lumpur, Malaysia, “‘Iterative Solvers for Portfolio Optimization”
  • International Conference on International Conference on Applied Statistics and Financial Mathematics ASFM 2010, December 16-18, Hong Kong Polytechnic University, Hong Kong , “Explicit Time Discretization Programming Approach To Risk Modeling”
  • International Conference on Business & Economics, 30th September -1st October 2010, KIIT University, “Energy Economics: Programming Advection-Diffusion Equation”
  • International Financial Conference 9-12 January, 2011, IIM Calcutta, “Modeling Stock Price Trajectory Through Wavelet Series”
  • International Financial Conference 9-12 January, 2011, IIM Calcutta, “Explicit Discretization Programming Approach to Capital Asset Pricing Model”
  • International Conference on Applied Mathematics, Mechanics and Physics Engineering, Paris, October 27-29, 2010 “Iterative Solvers for Portfolio Optimization”
  • Mathematics in Science and Technology, Satellite Conference of International Congress of Mathematicians 2010, New Delhi, “ Application of Ornstein-Uhlenbeck model in time-series data”
  • Conference on Special Functions & their Applications 2010, Gwalior , “Application of econometrics in asset pricing”
  • International Congress of Mathematicians 2010, Hyderabad, “Modeling of Surface Air Temperature and asset pricing”
  • World Academy of Science, Engineering and Technology – 2009, Paris, France, “Pricing Mechanism of Derivatives”
  • Quantitative Methods in Finance – 2009, University of Technology Sydney, “Modeling of Surface air temperature and pricing of weather derivatives”
  • GFC (Global Financial Conference) 2007 – Melbourne, “DEA approach to Banking Efficiency Evaluation: The case of India”
  • EFA (European Financial Association) 2007 – Slovenia, “Efficiency Evaluation of Banking Sector: Assessing India’s Liberalization Policy”

Books Authored: 

  • “Performance Evaluation of Banks in India: Post Transition period”, LAP LAMBERT Academic Publishing GmbH & Co. Germany (January 2011)ISBN (978-3-8433-0293-6)
  • “Pricing of Weather Derivatives” - LAP LAMBERT Academic Publishing GmbH & Co. Germany (January 2011)ISBN (978-3-8433-8341-7)